0.10Open0.05Pre Close102 Volume217 Open Interest45.00Strike Price516.00Turnover113.83%IV10.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0387Delta0.0267Gamma1008.60Leverage Ratio-0.0500Theta-0.0001Rho-39.07Eff Leverage0.0023Vega